V-Lab
Big Sky Industrial Inc MEM Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
111.24%
increased by 49.08%
1 Week
111.98%
increased by 49.82%
1 Month
114.88%
increased by 52.72%
Analysis last updated: Tuesday, August 11, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Aug 7, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 368 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4236 | 15.98*** |
α ARCH Response to squared shocks | 0.1878 | 53.92*** |
β GARCH Volatility persistence | 0.8103 | 302.58*** |
Persistence:
0.998
Half-life:
368 days
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